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Modeling credit losses for multiple loan portfolios
Gapko, Petr; S̆mid, Martin - In: Finance a úvěr 69 (2019) 6, pp. 558-579
Persistent link: https://www.econbiz.de/10012303180
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Art-secured lending : a risk analysis framework
Charlin, Ventura; Cifuentes, Arturo - In: The journal of credit risk : published quarterly by … 16 (2020) 2, pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
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Endogenous/exogenous segmentation in the A-IRB framework and the pro-cyclicality of capital : an application to mortgage portfolios
Canals-Cerdá, José J. - 2017
Persistent link: https://www.econbiz.de/10011689295
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Determinants of credit risk in the European banking sector
Trenca, Ioan; Bozga, Daniela - In: EuroEconomica 37 (2018) 1, pp. 108-113
Persistent link: https://www.econbiz.de/10011947387
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Modeling severity risk under PD-LGD correlation
Han, Chulwoo - In: The European journal of finance 23 (2017) 13/15, pp. 1572-1588
Persistent link: https://www.econbiz.de/10012014695
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A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob; Löderbusch, Matthias - In: The journal of credit risk : published quarterly by … 13 (2017) 4, pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
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Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo; Guo, Xu; Welzel, Peter - In: Economics and business review 3 (2017) 4, pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
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Using non-performing loan ratios as default rates in the estimation of credit losses and macroeconomic credit risk stress testing : a case from Turkey
Kucukkocaoglu, Guray; Altintas, M. Ayhan - In: Risk governance & control : financial markets & institutions 6 (2016) 1, pp. 52-63
Persistent link: https://www.econbiz.de/10011656697
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Changes in the quality of bank loan portfolios in EU countries : with the particular case of Poland
Kosztowniak, Aneta - In: Managerial economics 23 (2022) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10014249226
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Sources of funding in a crisis : evidence from investment banks
Helwege, Jean; Jindra, Jan - In: The Quarterly Journal of Finance : QJF 13 (2023) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10014442295